Convergence Analysis of Splitting-Up Algorithm of the Zakai's Equation with Correlated Noises

Xue Luo, Ting Pan, Wenhui Dong. Convergence Analysis of Splitting-Up Algorithm of the Zakai's Equation with Correlated Noises. J. Systems Science & Complexity, 36(3):922-946, June 2023. [doi]

Abstract

Abstract is missing.